+129.9%
CFG vs UMAC
+182.0%
-52.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.3% | +0.7% |
| 7D | +3.2% | -5.2% | +8.4% | +3.3% |
| 30D | +5.1% | -36.4% | +41.5% | +6.1% |
| 3M | -11.2% | -58.6% | +47.4% | -9.6% |
| 6M | +9.6% | -24.6% | +34.2% | +9.3% |
| YTD | +15.0% | -11.5% | +26.4% | +13.5% |
| 1Y | +29.9% | +16.9% | +13.0% | +27.1% |
| All | +129.9% | +182.0% | -52.1% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling